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Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia

Author

Listed:
  • Sergio Botero Botero
  • Jovan Alfonso Cano Cano

Abstract

Debido a la reestructuración del sector eléctrico colombiano, durante las dos últimas décadas, el comportamiento del precio de la energía eléctrica ha incrementado su volatilidad, reflejando el riesgo existente para los diferentes agentes que intervienen en el mercado. El objetivo de este artículo es presentar una metodología para la implementación de modelos de regresión, sobre la serie histórica de precios de bolsa de energía en Colombia. A medida que la cantidad de datos aumente, podrán esarrollarse modelos más amplios, que describan de forma adecuada comportamientos del mercado, que empleando las técnicas y la información disponible actualmente, no es posible identificar.

Suggested Citation

  • Sergio Botero Botero & Jovan Alfonso Cano Cano, 2008. "Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
    • Handle: RePEc:col:000093:004841
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    File URL: http://www.fce.unal.edu.co/media/files/documentos/Cuadernos/48/v27n48_botero_2008.pdf
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    Citations

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    Cited by:

    1. Jorge Barrientos Marín & Mónica Toro Martínez, 2016. "Sobre Los Fundamentales Del Precio De La Energía Eléctrica: Evidencia Empírica Para Colombia," Grupo Microeconomía Aplicada 74, Universidad de Antioquia, Departamento de Economía.
    2. Jorge Barrientos Marín & Mónica Toro Martínez, 2017. "Análisis de los fundamentales del precio de la energía eléctrica: evidencia empírica para Colombia," Revista de Economía del Caribe 17148, Universidad del Norte.
    3. Jairo Andrés Correa & John J. García, 2013. "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," Documentos de Trabajo de Valor Público 10670, Universidad EAFIT.

    More about this item

    Keywords

    mercado de energía; spot; series de tiempo; intervención del mercado.;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • Q49 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Other

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